Make sure you don't store it in ~/MyDocs since usually that is a FAT partition which doesn't have UNIX permission bits (not being a UNIX filesystem). Try for example ~ directly.

When calling, do
./vnc
to make it find it in the current working directory. Usually, the current working directory is NOT searched for executables automatically because people would inadvertenly start stuff when they do seemingly harmless commands like "ls", "cp", ...

If in doubt, try the full path:
/home/user/vnc